Entry conditions
Exit conditions
Multichart statistics shows that the strategy was rather unstable across the course of time of backtesting. With from 2018 to 2020H1, it is basically flat or even losing, but during 2020H2, the performance of the strategy was stunning.
df_trades['exit_Signal'].value_counts().sum()
1350
df_
| trades by exit type | % of trades by exit type | |
|---|---|---|
| Stop Loss | 869 | 64.37 |
| Sell | 264 | 19.56 |
| Cover | 206 | 15.26 |
| End of Day Exit | 11 | 0.81 |
ax = df_.plot.box(figsize=(7,4))
plt.ylabel('% of trades with stopped-loss in a month');
df_e
| Cover | End of Day Exit | Sell | Stop Loss | Total Trades | % Cover | % End of Day Exit | % Sell | % Stop Loss | |
|---|---|---|---|---|---|---|---|---|---|
| entry_Type | |||||||||
| Buy | 0 | 6 | 264 | 463 | 733 | 0 | 1 | 36 | 63 |
| Sell | 206 | 5 | 0 | 406 | 617 | 33 | 1 | 0 | 66 |
stats.ttest_ind(df_.Buy, df_.Sell)
Ttest_indResult(statistic=-0.9417184689593945, pvalue=0.34957549118006104)
df_monthly_profit.plot.bar( figsize=(12,5) );
plt.style.use('bmh')
ax = df_.plot.box()
plt.ylabel('% of trades with stopped-loss in a month');
P.S. 2018 H1 only had 1 monthly data point.
df_exit_stat['% Stop Loss'].plot.bar( figsize=(12,5) );
Note: Entries are shown as triangles; stop-losses are crosses; short-cover and long-sell are pointers; end of day exits are pentagons
for i, trade in df_trades.query(str_201907).iterrows():
plot_trade(trade, df_bar, my_style)
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 449 | Buy | 2 | 28984 | LE | NaN | 2019-07-02 09:46:00 | LExit | 2 | 28944 | Stop Loss | -4120 | 2019-07-02 10:13:00 | 13 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450 | Buy | 2 | 28971 | LEpm | NaN | 2019-07-02 13:46:00 | LExit | 2 | 28931 | Stop Loss | -4120 | 2019-07-02 15:59:00 | 7 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 451 | Sell | 2 | 28851 | SE | NaN | 2019-07-03 09:46:00 | SExit | 2 | 28891 | Stop Loss | -4120 | 2019-07-03 10:07:00 | 65 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 452 | Sell | 2 | 28835 | SEpm | NaN | 2019-07-03 13:46:00 | SExit | 2 | 28875 | Stop Loss | -4120 | 2019-07-03 15:00:00 | 1 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 453 | Buy | 2 | 29030 | LE | NaN | 2019-07-04 09:46:00 | LExit | 2 | 28990 | Stop Loss | -4120 | 2019-07-04 09:51:00 | 5 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 454 | Buy | 2 | 28940 | LEpm | NaN | 2019-07-04 13:46:00 | LExit | 2 | 28900 | Stop Loss | -4120 | 2019-07-04 14:19:00 | 20 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 455 | Sell | 2 | 28802 | SE | NaN | 2019-07-05 09:46:00 | SExit | 2 | 28842 | Stop Loss | -4120 | 2019-07-05 09:47:00 | 14 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 456 | Buy | 2 | 28903 | LEpm | NaN | 2019-07-05 13:46:00 | LExit | 2 | 28863 | Stop Loss | -4120 | 2019-07-05 14:26:00 | 14 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 457 | Sell | 2 | 28409 | SE | NaN | 2019-07-08 09:46:00 | SExit | 2 | 28449 | Stop Loss | -4120 | 2019-07-08 09:52:00 | 70 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 458 | Sell | 2 | 28254 | SEpm | NaN | 2019-07-08 13:46:00 | SExit | 2 | 28294 | Stop Loss | -4120 | 2019-07-08 14:29:00 | 7 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 459 | Sell | 2 | 28151 | SEpm | NaN | 2019-07-09 13:46:00 | SExit | 2 | 28191 | Stop Loss | -4120 | 2019-07-09 13:57:00 | 19 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 460 | Buy | 2 | 28265 | LE | NaN | 2019-07-10 09:46:00 | LExit | 2 | 28225 | Stop Loss | -4120 | 2019-07-10 09:53:00 | 36 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 461 | Buy | 2 | 28222 | LEpm | NaN | 2019-07-10 13:46:00 | LExit | 2 | 28182 | Stop Loss | -4120 | 2019-07-10 14:35:00 | 28 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 462 | Buy | 2 | 28501 | LE | NaN | 2019-07-11 09:46:00 | LExit | 2 | 28573 | Sell | 7080 | 2019-07-11 10:07:00 | 49 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 463 | Buy | 2 | 28476 | LEpm | NaN | 2019-07-11 13:46:00 | LExit | 2 | 28436 | Stop Loss | -4120 | 2019-07-11 14:00:00 | 37 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 464 | Buy | 2 | 28479 | LE | NaN | 2019-07-12 09:46:00 | LExit | 2 | 28439 | Stop Loss | -4120 | 2019-07-12 09:47:00 | 22 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 465 | Buy | 2 | 28561 | LEpm | NaN | 2019-07-12 13:46:00 | LExit | 2 | 28521 | Stop Loss | -4120 | 2019-07-12 14:34:00 | 3 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 466 | Sell | 2 | 28136 | SE | NaN | 2019-07-15 09:46:00 | SExit | 2 | 28176 | Stop Loss | -4120 | 2019-07-15 09:53:00 | 84 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 467 | Buy | 2 | 28491 | LEpm | NaN | 2019-07-15 13:46:00 | LExit | 2 | 28543 | Sell | 5080 | 2019-07-15 16:07:00 | 32 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 468 | Buy | 2 | 28597 | LE | NaN | 2019-07-16 09:46:00 | LExit | 2 | 28557 | Stop Loss | -4120 | 2019-07-16 09:47:00 | 5 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 469 | Buy | 2 | 28645 | LEpm | NaN | 2019-07-16 13:46:00 | LExit | 2 | 28605 | Stop Loss | -4120 | 2019-07-16 15:01:00 | 16 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 470 | Sell | 2 | 28486 | SE | NaN | 2019-07-17 09:46:00 | SExit | 2 | 28526 | Stop Loss | -4120 | 2019-07-17 09:48:00 | 105 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 471 | Buy | 2 | 28569 | LEpm | NaN | 2019-07-17 13:46:00 | LExit | 2 | 28529 | Stop Loss | -4120 | 2019-07-17 14:12:00 | 12 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 472 | Sell | 2 | 28442 | SE | NaN | 2019-07-18 09:46:00 | SExit | 2 | 28482 | Stop Loss | -4120 | 2019-07-18 10:40:00 | 10 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 473 | Sell | 2 | 28426 | SEpm | NaN | 2019-07-18 13:46:00 | SExit | 2 | 28466 | Stop Loss | -4120 | 2019-07-18 14:21:00 | 21 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 474 | Buy | 2 | 28716 | LE | NaN | 2019-07-19 09:46:00 | LExit | 2 | 28789 | Sell | 7180 | 2019-07-19 10:19:00 | 36 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 475 | Buy | 2 | 28795 | LEpm | NaN | 2019-07-19 13:46:00 | LExit | 2 | 28755 | Stop Loss | -4120 | 2019-07-19 17:54:00 | 3 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 476 | Sell | 2 | 28565 | SEpm | NaN | 2019-07-22 13:46:00 | SExit | 2 | 28445 | Cover | 11880 | 2019-07-22 14:47:00 | 7 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 477 | Buy | 2 | 28397 | LE | NaN | 2019-07-23 09:46:00 | LExit | 2 | 28441 | Sell | 4280 | 2019-07-23 10:22:00 | 2 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 478 | Buy | 2 | 28431 | LEpm | NaN | 2019-07-23 13:46:00 | LExit | 2 | 28495 | Sell | 6280 | 2019-07-23 21:36:00 | 5 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 479 | Buy | 2 | 28686 | LE | NaN | 2019-07-24 09:46:00 | LExit | 2 | 28730 | Sell | 4280 | 2019-07-24 10:13:00 | 43 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 480 | Buy | 2 | 28669 | LEpm | NaN | 2019-07-24 13:46:00 | LExit | 2 | 28629 | Stop Loss | -4120 | 2019-07-24 14:14:00 | 8 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 481 | Buy | 2 | 28576 | LE | NaN | 2019-07-25 09:46:00 | LExit | 2 | 28536 | Stop Loss | -4120 | 2019-07-25 10:00:00 | 64 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 482 | Buy | 2 | 28595 | LEpm | NaN | 2019-07-25 13:46:00 | LExit | 2 | 28555 | Stop Loss | -4120 | 2019-07-25 21:25:00 | 1 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 483 | Buy | 2 | 28411 | LE | NaN | 2019-07-26 09:46:00 | LExit | 2 | 28371 | Stop Loss | -4120 | 2019-07-26 09:48:00 | 9 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 484 | Buy | 2 | 28452 | LEpm | NaN | 2019-07-26 13:46:00 | LExit | 2 | 28412 | Stop Loss | -4120 | 2019-07-26 15:15:00 | 5 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 485 | Sell | 2 | 28221 | SE | NaN | 2019-07-29 09:46:00 | SExit | 2 | 28261 | Stop Loss | -4120 | 2019-07-29 09:47:00 | 34 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 486 | Sell | 2 | 27968 | SEpm | NaN | 2019-07-29 13:46:00 | SExit | 2 | 28008 | Stop Loss | -4120 | 2019-07-29 15:13:00 | 31 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 487 | Buy | 2 | 28168 | LE | NaN | 2019-07-30 09:46:00 | LExit | 2 | 28128 | Stop Loss | -4120 | 2019-07-30 09:52:00 | 2 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 488 | Buy | 2 | 28139 | LEpm | NaN | 2019-07-30 13:46:00 | LExit | 2 | 28099 | Stop Loss | -4120 | 2019-07-30 17:16:00 | 7 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 489 | Sell | 2 | 27813 | SE | NaN | 2019-07-31 09:46:00 | SExit | 2 | 27708 | Cover | 10380 | 2019-07-31 10:17:00 | 24 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 490 | Sell | 2 | 27743 | SEpm | NaN | 2019-07-31 13:46:00 | SExit | 2 | 27757 | End of Day Exit | -1520 | 2019-07-31 13:55:00 | 14 | loss |
for i, trade in df_trades.query(str_202008).iterrows():
plot_trade(trade, df_bar, my_style)
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 958 | Sell | 2 | 24450 | SE | NaN | 2020-08-03 09:46:00 | SExit | 2 | 24490 | Stop Loss | -4120 | 2020-08-03 09:46:00 | 77 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 959 | Sell | 2 | 24345 | SEpm | NaN | 2020-08-03 13:46:00 | SExit | 2 | 24385 | Stop Loss | -4120 | 2020-08-03 13:49:00 | 31 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 960 | Buy | 2 | 24552 | LE | NaN | 2020-08-04 09:46:00 | LExit | 2 | 24609 | Sell | 5580 | 2020-08-04 10:18:00 | 78 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 961 | Buy | 2 | 24625 | LEpm | NaN | 2020-08-04 13:46:00 | LExit | 2 | 24965 | Sell | 33880 | 2020-08-04 13:53:00 | 21 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 962 | Buy | 2 | 24962 | LE | NaN | 2020-08-05 09:46:00 | LExit | 2 | 24922 | Stop Loss | -4120 | 2020-08-05 09:46:00 | 7 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 963 | Buy | 2 | 25031 | LEpm | NaN | 2020-08-05 13:46:00 | LExit | 2 | 24991 | Stop Loss | -4120 | 2020-08-05 14:02:00 | 17 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 964 | Sell | 2 | 24686 | SEpm | NaN | 2020-08-06 13:46:00 | SExit | 2 | 24726 | Stop Loss | -4120 | 2020-08-06 14:06:00 | 19 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 965 | Sell | 2 | 24732 | SE | NaN | 2020-08-07 09:46:00 | SExit | 2 | 24772 | Stop Loss | -4120 | 2020-08-07 09:47:00 | 20 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 966 | Sell | 2 | 24479 | SEpm | NaN | 2020-08-07 13:46:00 | SExit | 2 | 24519 | Stop Loss | -4120 | 2020-08-07 14:07:00 | 25 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 967 | Buy | 2 | 24368 | LE | NaN | 2020-08-10 09:46:00 | LExit | 2 | 24328 | Stop Loss | -4120 | 2020-08-10 09:46:00 | 53 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 968 | Buy | 2 | 24458 | LEpm | NaN | 2020-08-10 13:46:00 | LExit | 2 | 24418 | Stop Loss | -4120 | 2020-08-10 13:49:00 | 16 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 969 | Buy | 2 | 24780 | LE | NaN | 2020-08-11 09:46:00 | LExit | 2 | 24863 | Sell | 8180 | 2020-08-11 09:55:00 | 75 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 970 | Buy | 2 | 24932 | LEpm | NaN | 2020-08-11 13:46:00 | LExit | 2 | 24989 | Sell | 5580 | 2020-08-11 14:06:00 | 36 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 971 | Sell | 2 | 24752 | SE | NaN | 2020-08-12 09:46:00 | SExit | 2 | 24694 | Cover | 5680 | 2020-08-12 09:54:00 | 1 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 972 | Sell | 2 | 24812 | SEpm | NaN | 2020-08-12 13:46:00 | SExit | 2 | 24852 | Stop Loss | -4120 | 2020-08-12 14:05:00 | 15 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 973 | Sell | 2 | 25303 | SE | NaN | 2020-08-13 09:46:00 | SExit | 2 | 25253 | Cover | 4880 | 2020-08-13 09:57:00 | 17 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 974 | Sell | 2 | 25212 | SEpm | NaN | 2020-08-13 13:46:00 | SExit | 2 | 25168 | Cover | 4280 | 2020-08-13 14:27:00 | 11 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 975 | Buy | 2 | 25172 | LE | NaN | 2020-08-14 09:46:00 | LExit | 2 | 25132 | Stop Loss | -4120 | 2020-08-14 10:00:00 | 16 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 976 | Buy | 2 | 25200 | LEpm | NaN | 2020-08-14 13:46:00 | LExit | 2 | 25249 | Sell | 4780 | 2020-08-14 14:00:00 | 5 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 977 | Buy | 2 | 25293 | LE | NaN | 2020-08-17 09:46:00 | LExit | 2 | 25253 | Stop Loss | -4120 | 2020-08-17 09:58:00 | 27 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 978 | Buy | 2 | 25498 | LEpm | NaN | 2020-08-17 13:46:00 | LExit | 2 | 25458 | Stop Loss | -4120 | 2020-08-17 13:47:00 | 13 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 979 | Sell | 2 | 25318 | SE | NaN | 2020-08-18 09:46:00 | SExit | 2 | 25358 | Stop Loss | -4120 | 2020-08-18 09:50:00 | 27 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 980 | Sell | 2 | 25303 | SEpm | NaN | 2020-08-18 13:46:00 | SExit | 2 | 25254 | Cover | 4780 | 2020-08-18 14:34:00 | 6 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 981 | Sell | 2 | 25092 | SEpm | NaN | 2020-08-19 13:46:00 | SExit | 2 | 25132 | Stop Loss | -4120 | 2020-08-19 13:52:00 | 27 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 982 | Sell | 2 | 24744 | SE | NaN | 2020-08-20 09:46:00 | SExit | 2 | 24677 | Cover | 6580 | 2020-08-20 10:22:00 | 59 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 983 | Sell | 2 | 24586 | SEpm | NaN | 2020-08-20 13:46:00 | SExit | 2 | 24626 | Stop Loss | -4120 | 2020-08-20 13:49:00 | 41 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 984 | Buy | 2 | 24923 | LE | NaN | 2020-08-21 09:46:00 | LExit | 2 | 24883 | Stop Loss | -4120 | 2020-08-21 09:49:00 | 30 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 985 | Buy | 2 | 25074 | LEpm | NaN | 2020-08-21 13:46:00 | LExit | 2 | 25034 | Stop Loss | -4120 | 2020-08-21 14:10:00 | 44 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 986 | Buy | 2 | 25427 | LE | NaN | 2020-08-24 09:46:00 | LExit | 2 | 25489 | Sell | 6080 | 2020-08-24 10:01:00 | 81 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 987 | Buy | 2 | 25480 | LEpm | NaN | 2020-08-24 13:46:00 | LExit | 2 | 25539 | Sell | 5780 | 2020-08-24 20:29:00 | 6 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 988 | Buy | 2 | 25527 | LE | NaN | 2020-08-25 09:46:00 | LExit | 2 | 25487 | Stop Loss | -4120 | 2020-08-25 09:47:00 | 64 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 989 | Sell | 2 | 25432 | SEpm | NaN | 2020-08-25 13:46:00 | SExit | 2 | 25472 | Stop Loss | -4120 | 2020-08-25 14:13:00 | 43 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 990 | Buy | 2 | 25509 | LE | NaN | 2020-08-26 09:46:00 | LExit | 2 | 25562 | Sell | 5180 | 2020-08-26 09:55:00 | 44 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 991 | Sell | 2 | 25447 | SEpm | NaN | 2020-08-26 13:46:00 | SExit | 2 | 25487 | Stop Loss | -4120 | 2020-08-26 23:43:00 | 7 | loss |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 992 | Sell | 2 | 25256 | SE | NaN | 2020-08-27 09:46:00 | SExit | 2 | 25204 | Cover | 5080 | 2020-08-27 09:57:00 | 44 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 993 | Sell | 2 | 25271 | SEpm | NaN | 2020-08-27 13:46:00 | SExit | 2 | 25206 | Cover | 6380 | 2020-08-27 17:37:00 | 18 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 994 | Buy | 2 | 25295 | LE | NaN | 2020-08-28 09:46:00 | LExit | 2 | 25443 | Sell | 14680 | 2020-08-28 11:10:00 | 37 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 995 | Buy | 2 | 25494 | LEpm | NaN | 2020-08-28 13:46:00 | LExit | 2 | 25636 | Sell | 14080 | 2020-08-28 14:06:00 | 34 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 996 | Buy | 2 | 25695 | LE | NaN | 2020-08-31 09:46:00 | LExit | 2 | 25749 | Sell | 5280 | 2020-08-31 09:48:00 | 21 | win |
| entry_Type | entry_Quantity | entry_Price | entry_Signal | entry_Profit | entry_Time | exit_Type | exit_Quantity | exit_Price | exit_Signal | exit_Profit | exit_Time | pullback_at_entry | win_loss | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 997 | Sell | 2 | 25527 | SEpm | NaN | 2020-08-31 13:46:00 | SExit | 2 | 25478 | Cover | 4780 | 2020-08-31 14:08:00 | 35 | win |
ax = df_trades.query(str_201907)[ df_trades.query(str_201907)['pullback_at_entry'].notna() ].boxplot(by='win_loss', column=['pullback_at_entry'] )
ax.set_ylim(0,100);
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=0.15101457923787331, pvalue=0.8807232422476323)
df_trades.query(str_201907).groupby('win_loss')['pullback_at_entry'].describe()
| count | mean | std | min | 25% | 50% | 75% | max | |
|---|---|---|---|---|---|---|---|---|
| win_loss | ||||||||
| loss | 34.0 | 23.2941176 | 25.6745711 | 1.0 | 7.0 | 14.0 | 30.25 | 105.0 |
| win | 8.0 | 24.7500000 | 18.2189070 | 2.0 | 6.5 | 28.0 | 37.75 | 49.0 |
ax = df_trades.query(str_202008)[ df_trades.query(str_202008)['pullback_at_entry'].notna() ].boxplot(by='win_loss', column=['pullback_at_entry'] )
ax.set_ylim(0,100);
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=0.521713512059104, pvalue=0.6048976342244508)
df_trades.query(str_202008).groupby('win_loss')['pullback_at_entry'].describe()
| count | mean | std | min | 25% | 50% | 75% | max | |
|---|---|---|---|---|---|---|---|---|
| win_loss | ||||||||
| loss | 21.0 | 29.4761905 | 18.4136337 | 7.0 | 16.0 | 27.0 | 41.0 | 77.0 |
| win | 19.0 | 33.1052632 | 25.3418730 | 1.0 | 14.0 | 34.0 | 44.0 | 81.0 |
ax = df_trades[ df_trades['pullback_at_entry'].notna() ].boxplot(by='win_loss', column=['pullback_at_entry'] )
ax.set_ylim(0,100);
Note: the boxplot is cropped at the top in order to see the median.
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=0.49609086468394875, pvalue=0.6199117229603801)
ax = df_trades.query(str_b4_2020H2).boxplot(by='win_loss', column=['today_range'] )
ax.set_ylim(0,1000);
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=2.3151957484128523, pvalue=0.020822903723588537)
ax = df_trades.query(str_2020H2).boxplot(by='win_loss', column=['today_range'] )
ax.set_ylim(0,1000);
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=1.8744573615759983, pvalue=0.06210274555759647)
ax = df_trades.boxplot(by='win_loss', column=['today_range'] )
ax.set_ylim(0,1000);
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=3.4224379407301497, pvalue=0.0006392140918165176)
ax = df_trades.query('entry_Signal == "LEpm" | entry_Signal == "SEpm"').boxplot(by='win_loss', column=['morning_range'] )
ax.set_ylim(0,1000);
df_trades.query('entry_Signal == "LEpm" | entry_Signal == "SEpm"').groupby('win_loss')['morning_range'].describe()
| count | mean | std | min | 25% | 50% | 75% | max | |
|---|---|---|---|---|---|---|---|---|
| win_loss | ||||||||
| loss | 439.0 | 377.6059226 | 180.6913210 | 132.0 | 265.0 | 336.0 | 435.5 | 2059.0 |
| win | 248.0 | 383.3508065 | 167.6950973 | 104.0 | 273.5 | 340.0 | 459.0 | 1111.0 |
stats.ttest_ind(s_win, s_loss)
Ttest_indResult(statistic=0.4106416065403708, pvalue=0.6814637667699426)
df_trades[['today_range','prev_range']].corr()
| today_range | prev_range | |
|---|---|---|
| today_range | 1.0000000 | 0.3866026 |
| prev_range | 0.3866026 | 1.0000000 |
df_trades[['today_range','prev_range']].plot.scatter(x='prev_range', y='today_range');
df_trades[['today_range','prev_range']].apply(lambda x: np.log(x)).add_prefix('log_').plot.scatter(x='log_prev_range', y='log_today_range');
plt.style.use('ggplot')
df_.plot.hist(bins=30,alpha=0.5, figsize=(12,5));
ax = df_trades.boxplot(by='win_loss', column=['prev_range'] )
ax.set_ylim(0,1000);
df_trade[ df_trade['Signal'] == 'End of Day Exit' ]
| Type | Quantity | Price | Signal | Profit | Time | |
|---|---|---|---|---|---|---|
| 81 | LExit | 2 | 28644.0 | End of Day Exit | 880 | 2018-07-30 16:00:00 |
| 685 | LExit | 2 | 29659.0 | End of Day Exit | 8380 | 2019-04-02 01:00:00 |
| 745 | LExit | 2 | 29818.0 | End of Day Exit | -720 | 2019-04-29 16:00:00 |
| 883 | LExit | 2 | 28435.0 | End of Day Exit | 2380 | 2019-06-25 01:00:00 |
| 981 | SExit | 2 | 27757.0 | End of Day Exit | -1520 | 2019-07-31 13:55:00 |
| 1115 | SExit | 2 | 26730.0 | End of Day Exit | 5680 | 2019-09-19 01:00:00 |
| 1201 | LExit | 2 | 26857.0 | End of Day Exit | 5980 | 2019-10-23 01:00:00 |
| 1361 | SExit | 2 | 27850.0 | End of Day Exit | 4780 | 2019-12-24 01:00:00 |
| 1363 | SExit | 2 | 27880.0 | End of Day Exit | -2020 | 2019-12-24 12:30:00 |
| 1369 | LExit | 2 | 28348.0 | End of Day Exit | -520 | 2019-12-30 16:00:00 |
| 1827 | SExit | 2 | 24302.0 | End of Day Exit | -220 | 2020-06-29 16:00:00 |